Heat a large non-stick pan over medium heat. Don't separate the buns. Individually remove the tops from the bottoms, creating a top sheet and a bottom sheet. Melt 1/2 of the butter and oil in the pan, take the top sheet of the buns and place into the pan, cook until golden brown then remove and set aside. Do the same with the bottoms of the buns using the remaining butter and oil.
Then spread the mayo and mustard inside both sheets of buns. Layer with cheese, pickles, ham, top with more cheese, and the top sheet of bun.
Bake in the oven until the cheese is nice and melted, about 5-7 minutes.